From a really fantastic review by Walter Chaw, which I found at the Quiet Bubble:
Anderson has up until now touched on spirituality only obliquely. Here, his disconnected players stop to pray at every altar passed along the way; the loss of a father initiates/necessitates this desperate casting-about for another. Towards the end, there’s a flashback bookended with matching shots that laid me to waste, and in watching the picture a second time, I was stunned by how controlled and economical Anderson is with his images. The film isn’t about the desire to be found, as lesser films might have it–rather, it’s about growing comfortable with being lost. In its way, The Darjeeling Limited is all that needs be said about post-modernism: with the search for God finished, move into an acceptance of aloneness. A character at one point says, “We lost him, and we’re never going to be okay, but it’s the past now–and the past is over. Isn’t it?” There’s an understanding that life is Renoir’s Indian river: it’s never the same twice, and it’s always the same. Anderson handles the shift from deadpan comedy to formalist pathos better than he ever has in the past–The Darjeeling Limited resembles a Takeshi Kitano masterpiece: instantly recognizable, intricate and artificial, and overwhelmingly human. It’s a stunning companion piece to The Royal Tenenbaums (I imagined, more than once, that this is the procession and eulogy for that picture’s patriarch), a distillation of Anderson’s surprising sobriety. If you hear the music, you’ll recognize that beneath Anderson’s hipster veneer is the low keen of loss and wounds that never close. I’m loathe to declare it a better picture than The Royal Tenenbaums (which, with three years to go, remains one of the best pictures of the decade), yet I’m growing comfortable with the idea that if Anderson isn’t the most individualistic, important American filmmaker on the scene, he’s at least that to me.